Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 13.157735 15.066250 17.126070 19.510858 22.192146 25.109873 28.521464
2025-02-16 10.256054 12.818316 15.802490 19.520262 24.012213 29.247692 35.794306
2025-02-23 8.739330 11.558480 15.006130 19.505490 25.192107 32.107226 41.116145
2025-03-02 7.695262 10.702576 14.542520 19.761908 26.621396 35.272851 46.945505
2025-03-09 6.818020 9.912916 14.017298 19.797383 27.654659 37.879741 52.093391
2025-03-16 6.024422 9.129359 13.394477 19.600399 28.301362 39.951339 56.588435
2025-03-23 5.483860 8.629526 13.090621 19.775582 29.411089 42.643271 61.996402
2025-03-30 5.155268 8.395772 13.126203 20.405364 31.160735 46.268071 68.836810
2025-04-06 4.654980 7.847701 12.645567 20.226549 31.706876 48.195993 73.347267
2025-04-13 4.019901 7.023567 11.674149 19.224246 30.947765 48.170659 74.998679
2025-04-20 3.791748 6.828306 11.649664 19.656915 32.352821 51.357239 81.479037
2025-04-27 3.574318 6.627926 11.595531 20.027658 33.666931 54.451122 87.941129
2025-05-04 3.261950 6.243249 11.221830 19.872723 34.167481 56.367879 92.769892
2025-05-11 2.958941 5.845848 10.794432 19.595504 34.448348 57.950566 97.152962
2025-05-18 2.750435 5.596447 10.594363 19.675668 35.300730 60.450490 103.060328
2025-05-25 2.585084 5.410328 10.487439 19.902063 36.399293 63.382876 109.773392
2025-06-01 2.407963 5.184019 10.288927 19.948446 37.183979 65.825778 115.781249
2025-06-08 2.212729 4.902837 9.966727 19.746578 37.517863 67.523702 120.617648
2025-06-15 2.085476 4.744954 9.859731 19.924125 38.518396 70.370184 127.469478
2025-06-22 2.024392 4.716956 9.995836 20.557773 40.361312 74.721416 137.030981
2025-06-29 1.872031 4.482210 9.712778 20.377883 40.711183 76.502854 142.254452
2025-07-06 1.643370 4.059666 9.024580 19.368741 39.467293 75.427868 142.462304
2025-07-13 1.583691 4.004818 9.073489 19.804361 40.948596 79.238257 151.385843